CarrMadanMarginalProbabilitySafeStrikes Member List

This is the complete list of members for CarrMadanMarginalProbabilitySafeStrikes, including all inherited members.

arbitrageFree() const (defined in CarrMadanMarginalProbabilitySafeStrikes)	CarrMadanMarginalProbabilitySafeStrikes
butterflyArbitrage() const (defined in CarrMadanMarginalProbabilitySafeStrikes)	CarrMadanMarginalProbabilitySafeStrikes
callPrices() const (defined in CarrMadanMarginalProbabilitySafeStrikes)	CarrMadanMarginalProbabilitySafeStrikes
callSpreadArbitrage() const (defined in CarrMadanMarginalProbabilitySafeStrikes)	CarrMadanMarginalProbabilitySafeStrikes
CarrMadanMarginalProbabilitySafeStrikes(const std::vector< Real > &strikes, const Real forward, const std::vector< Real > &callPrices, const VolatilityType volType=ShiftedLognormal, const Real shift=0.0)	CarrMadanMarginalProbabilitySafeStrikes
density() const (defined in CarrMadanMarginalProbabilitySafeStrikes)	CarrMadanMarginalProbabilitySafeStrikes
forward() const (defined in CarrMadanMarginalProbabilitySafeStrikes)	CarrMadanMarginalProbabilitySafeStrikes
shift() const (defined in CarrMadanMarginalProbabilitySafeStrikes)	CarrMadanMarginalProbabilitySafeStrikes
strikes() const (defined in CarrMadanMarginalProbabilitySafeStrikes)	CarrMadanMarginalProbabilitySafeStrikes
volatilityType() const (defined in CarrMadanMarginalProbabilitySafeStrikes)	CarrMadanMarginalProbabilitySafeStrikes